0.20Open0.40Pre Close5 Volume167 Open Interest320.00Strike Price115.00Turnover35.33%IV14.83%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0198Delta0.0016Gamma1668.53Leverage Ratio-0.0361Theta-0.0033Rho-33.00Eff Leverage0.0409Vega